Concentration inequalities for dependent random variables via the martingale method
نویسندگان
چکیده
منابع مشابه
Concentration Inequalities for Dependent Random Variables via the Martingale Method
Abstract: We use the martingale method to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the way, we obtain bounds on certain martingale differences associated with the random sequences, which may be of independent interest. As an applicatio...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2008
ISSN: 0091-1798
DOI: 10.1214/07-aop384